FWER goes to zero for correlated normal

Monitirtha Dey and Subir Kumar Bhandari

Statistics & Probability Letters, 2023, vol. 193, issue C

Abstract: We study the limiting behavior of Bonferroni FWER in a multiple testing problem as the number of hypotheses grows to infinity. We establish that in the equicorrelated normal setup with positive equicorrelation, Bonferroni FWER tends to zero asymptotically. We extend this result for generalized familywise error rates and to arbitrarily correlated Normal setup.

Keywords: FWER; Bonferroni’s method; Multiple testing under dependence (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1016/j.spl.2022.109700

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